CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9702 |
0.9689 |
-0.0013 |
-0.1% |
0.9607 |
| High |
0.9725 |
0.9701 |
-0.0024 |
-0.2% |
0.9702 |
| Low |
0.9673 |
0.9679 |
0.0006 |
0.1% |
0.9597 |
| Close |
0.9689 |
0.9701 |
0.0012 |
0.1% |
0.9673 |
| Range |
0.0052 |
0.0022 |
-0.0030 |
-57.7% |
0.0105 |
| ATR |
0.0055 |
0.0052 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
5,175 |
570 |
-4,605 |
-89.0% |
271,513 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9752 |
0.9713 |
|
| R3 |
0.9738 |
0.9730 |
0.9707 |
|
| R2 |
0.9716 |
0.9716 |
0.9705 |
|
| R1 |
0.9708 |
0.9708 |
0.9703 |
0.9712 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9696 |
| S1 |
0.9686 |
0.9686 |
0.9699 |
0.9690 |
| S2 |
0.9672 |
0.9672 |
0.9697 |
|
| S3 |
0.9650 |
0.9664 |
0.9695 |
|
| S4 |
0.9628 |
0.9642 |
0.9689 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9972 |
0.9928 |
0.9731 |
|
| R3 |
0.9867 |
0.9823 |
0.9702 |
|
| R2 |
0.9762 |
0.9762 |
0.9692 |
|
| R1 |
0.9718 |
0.9718 |
0.9683 |
0.9740 |
| PP |
0.9657 |
0.9657 |
0.9657 |
0.9669 |
| S1 |
0.9613 |
0.9613 |
0.9663 |
0.9635 |
| S2 |
0.9552 |
0.9552 |
0.9654 |
|
| S3 |
0.9447 |
0.9508 |
0.9644 |
|
| S4 |
0.9342 |
0.9403 |
0.9615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9725 |
0.9646 |
0.0079 |
0.8% |
0.0037 |
0.4% |
70% |
False |
False |
31,665 |
| 10 |
0.9725 |
0.9482 |
0.0243 |
2.5% |
0.0050 |
0.5% |
90% |
False |
False |
45,535 |
| 20 |
0.9725 |
0.9455 |
0.0270 |
2.8% |
0.0052 |
0.5% |
91% |
False |
False |
53,404 |
| 40 |
0.9749 |
0.9455 |
0.0294 |
3.0% |
0.0056 |
0.6% |
84% |
False |
False |
56,973 |
| 60 |
0.9749 |
0.9409 |
0.0340 |
3.5% |
0.0061 |
0.6% |
86% |
False |
False |
61,754 |
| 80 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0066 |
0.7% |
67% |
False |
False |
54,239 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0066 |
0.7% |
53% |
False |
False |
43,510 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0062 |
0.6% |
53% |
False |
False |
36,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9795 |
|
2.618 |
0.9759 |
|
1.618 |
0.9737 |
|
1.000 |
0.9723 |
|
0.618 |
0.9715 |
|
HIGH |
0.9701 |
|
0.618 |
0.9693 |
|
0.500 |
0.9690 |
|
0.382 |
0.9687 |
|
LOW |
0.9679 |
|
0.618 |
0.9665 |
|
1.000 |
0.9657 |
|
1.618 |
0.9643 |
|
2.618 |
0.9621 |
|
4.250 |
0.9586 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9697 |
0.9698 |
| PP |
0.9694 |
0.9694 |
| S1 |
0.9690 |
0.9691 |
|